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Some users want to change their mysql root password and users password.
mysqladmin

To setup root password for mysql in first time, use the following command :

$ mysqladmin -u root password NEWPASSWORD

If you want to change existing root password, then use following command

$ mysqladmin -u root -p oldpassword newpassword

For Changing MySQL user password

eg: for changing password for user panayara

$ mysqladmin -u panayara -p oldpassword newpass